QOS-15™

Quadratic Optimization System

 

The top of the line portfolio optimization software.

15-Asset Version for Professors and Students.

 

Features

QOS-15 has a graphic user interface written in Visual Basic .NET, to make it easy to use the Quadratic Optimization System for demonstrating the techniques of portfolio optimization in the classroom and for use in student projects.

  • QOS-15 has the functionality for portfolio optimization available in QOS-MAX, except for the factor model capability.
  • You can import data from Excel files.
  • You can export data to Excel files.
  • You can edit individual data items in the data tables displayed by the graphic user interface.
  • You can create a variety of separate cases.
  • You can create a new case by copying the data for an existing case. This feature is particularly useful for studying the effects of a change in one of the parameters, e.g., expected return, variance, covariance, constraints, transactions cost, or penalty functions.
  • Limited to 15 assets.

 

System Requirements

  • PC with 256 MB of memory, and 65 MB of available disk space.
  • Windows XP Pro, XP Home, or 2000.
  • Microsoft Excel and Microsoft Access. Both are included in Microsoft Office Professional. Microsoft Access is the database system used in QOS-15.

 

Downloading

  • To request the user-name password for downloading the setup program send an e-mail to jkale@financiometrics.com with your name, whether you are the professor or a student, the name of the professor if you are a student, the title of the course, and the university or college where the course is being conducted.
  • Click Download QOS-15™ to proceed with the download.

 

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